+50.7%
O vs TRI
+196.2%
-145.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | -2.9% | -7.9% | +5.0% | -0.5% |
| 30D | -4.5% | -4.5% | 0.0% | -3.5% |
| 3M | -2.6% | +22.1% | -24.7% | -10.0% |
| 6M | -5.6% | -2.8% | -2.9% | -6.9% |
| YTD | +9.3% | -23.4% | +32.7% | +17.5% |
| 1Y | +4.3% | -41.5% | +45.8% | +26.6% |
| 3Y | +27.4% | -19.2% | +46.6% | +27.9% |
| 5Y | +17.1% | -9.4% | +26.5% | +8.3% |
| All | +50.7% | +196.2% | -145.5% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling